Euro Bund Future December 2017

Trading Metrics calculated at close of trading on 20-Nov-2017

Day Change Summary
	Previous	Current
	17-Nov-2017	20-Nov-2017	Change	Change %	Previous Week
Open	162.75	163.08	0.33	0.2%	162.24
High	162.94	163.16	0.22	0.1%	163.08
Low	162.50	162.83	0.33	0.2%	161.91
Close	162.86	162.96	0.10	0.1%	162.86
Range	0.44	0.33	-0.11	-25.0%	1.17
ATR	0.59	0.57	-0.02	-3.2%	0.00
Volume	447,223	663,045	215,822	48.3%	2,845,327

Daily Pivots for day following 20-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	163.97	163.80	163.14
R3	163.64	163.47	163.05
R2	163.31	163.31	163.02
R1	163.14	163.14	162.99	163.06
PP	162.98	162.98	162.98	162.95
S1	162.81	162.81	162.93	162.73
S2	162.65	162.65	162.90
S3	162.32	162.48	162.87
S4	161.99	162.15	162.78

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	166.13	165.66	163.50
R3	164.96	164.49	163.18
R2	163.79	163.79	163.07
R1	163.32	163.32	162.97	163.56
PP	162.62	162.62	162.62	162.73
S1	162.15	162.15	162.75	162.39
S2	161.45	161.45	162.65
S3	160.28	160.98	162.54
S4	159.11	159.81	162.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163.16	161.91	1.25	0.8%	0.47	0.3%	84%	True	False	576,106
10	163.63	161.91	1.72	1.1%	0.58	0.4%	61%	False	False	633,245
20	163.63	160.76	2.87	1.8%	0.58	0.4%	77%	False	False	671,187
40	163.63	160.24	3.39	2.1%	0.58	0.4%	80%	False	False	691,861
60	163.63	160.24	3.39	2.1%	0.59	0.4%	80%	False	False	656,330
80	163.63	158.87	4.76	2.9%	0.58	0.4%	86%	False	False	496,963
100	163.63	157.51	6.12	3.8%	0.57	0.3%	89%	False	False	397,952
120	163.63	157.51	6.12	3.8%	0.56	0.3%	89%	False	False	331,652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	164.56
2.618	164.02
1.618	163.69
1.000	163.49
0.618	163.36
HIGH	163.16
0.618	163.03
0.500	163.00
0.382	162.96
LOW	162.83
0.618	162.63
1.000	162.50
1.618	162.30
2.618	161.97
4.250	161.43

Fisher Pivots for day following 20-Nov-2017
Pivot	1 day	3 day
R1	163.00	162.90
PP	162.98	162.83
S1	162.97	162.77

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These figures are updated between 7pm and 10pm EST after a trading day.

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